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ZKB Put Warrant auf
NASDAQ 100

ISIN: CH1305136926 Security: 130513692 Symbol: NDX1LZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 27.09.2024 01:43:21

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.02.2024
Key Information Document DE 12.02.2024
Key Information Document EN 12.02.2024
Key Information Document FR 12.02.2024
Key Information Document IT 12.02.2024

Price data

  Bid Ask
Price 0.47 0.48
Volume 475'000.00 475'000.00
Date/time 27.09.24 13:43 27.09.24 13:43

Current data

Last price paid 0.46
Change -6.12% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume 4'000.00 Unit
Date/time 26.09.2024 17:15

Life cycle

Fixing20.06.2025
Settlement date20.02.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -65.11%
Year to date (YTD) n.a.
1 month -22.03%
3 months -28.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price1.39
Underlying price on issue17'976.10
Premium0.13%
Premium p.a.0.18%
Leverage7.48
Implied volatility0.24

Reference data

ISIN CH1305136926
Symbol NDX1LZ
Security 130513692
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying NASDAQ 100, US6311011026
Underlying ISIN US6311011026
Strike 18'000.00
C/P type put
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 1000
Value day 12.02.2024

Key figures

Premium 13.37%
Premium p.a. 17.88%
Leverage 35.00
Implied volatility 24.43%
Moneyness out-of-the-money
Leverage 7.4827
Delta -0.2138
Gamma 0.0000
Theta -0.0014
Rho -0.0344
Vega 0.0428
Fair value 0.49
Intrinsic value n.a.
Break-even 17'425.25
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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